Second Semester of Academic Year 2007-2008
MA 598 Mathematics of Financial Derivatives
Course Webpage

Instructor:   Dr. N. Selvaraju

Syllabus: This is an introductory course on financial mathematics that covers, along with the required fundamentals of probability theory and stochastic processes, the pricing of basic financial derivatives.   Detailed Syllabus

Lecture Timings: This course has weekly THREE lectures (in G-Slot):
Monday
12:00 - 12:55
Wednesday 12:00 - 12:55
Friday 12:00 - 12:55

Venue:  Lectures: Room 1104 (Core I), Academic Complex

Class Schedule

Evaluation Plan:(tentative)
Quiz (Average of two or more quizzes) 10 marks
Assignments 10 marks
Mid-Semester Examination
(Two hours exam)
30 marks
End-Semester Examination
(Three hours exam)
50 marks
Total 100 marks

General Instructions:


For any queries or help in MA 598 course, contact the instructor (Office: E204, Academic Complex, Extn. 2611).